Side-by-side comparison

Compare investment strategies

Small Cap Multifactor vs 50/50 Hedged Rotation and TQQQ Dip-Buy

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Backtest, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

78.9%

86.4%Best

34.2%Best

3.6%

33.6%

0.2%Best

0.96

18.06Best

-46.3%

-0.0%Best

Minimum investment

$100

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Each source uses its own scale

5(1-5 risk tolerance (AInvest))

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Holdings

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90%Best

40%

Every published figureShow 40 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

long-term-wealth-accumulation, active-trading-tactical-allocation

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Section on AInvest's ETF portfolio page

Multi-Factor

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Tags (AInvest)

aggressive, factor

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Scores

AInvest cost score (0-100)

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AInvest diversification score (0-100)

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AInvest momentum score (0-100)

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AInvest overall score (0-100)

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AInvest return score (0-100)

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AInvest risk score (0-100)

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Returns

Best and worst calendar year (AInvest)

best: [object Object] · worst: [object Object]

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Return, backtest period (annualized) (backtest)

34.04%

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Return, last 30 days (backtest)

0.15%

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Return, last 365 days (backtest)

78.91%

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Return, last 90 days (backtest)

-2.11%

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Return, out-of-sample period (annualized) (out-of-sample)

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3.62%

Return, out-of-sample period (cumulative) (out-of-sample)

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2.81%

Return, trailing 1 month (out-of-sample)

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0.34%

Return, trailing 1 year (out-of-sample)

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86.44%

Return, trailing 3 months (out-of-sample)

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0.95%

Return, whole backtest (annualized) (backtest)

34.18%

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Return, whole backtest (cumulative) (backtest)

895.34%

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Return, year to date (backtest)

75.98%

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Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

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331.36

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 9 · trough: 2022-09

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Maximum drawdown, backtest period (backtest)

-40.58%

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Maximum drawdown, out-of-sample period (out-of-sample)

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-0.01%

Maximum drawdown, whole backtest (backtest)

-46.30%

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Sharpe ratio, backtest period (backtest)

0.93

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Sharpe ratio, out-of-sample period (out-of-sample)

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18.06

Sharpe ratio, whole backtest (backtest)

0.96

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Sortino ratio, whole backtest (backtest)

1.39

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Standard deviation, out-of-sample period (out-of-sample)

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0.20%

Volatility, whole backtest (backtest)

33.60%

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Cost & access

Minimum investment

$100

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Construction

Rebalance corridor width

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9.00%

Rebalance frequency

monthly

none

Risk score

Risk tolerance (AInvest)

aggressive

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Risk tolerance 1-5 (AInvest)

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources